CME Pit-Traded Corn Future May 2010


Trading Metrics calculated at close of trading on 25-Nov-2009
Day Change Summary
Previous Current
24-Nov-2009 25-Nov-2009 Change Change % Previous Week
Open 408-0 409-0 1-0 0.2% 423-0
High 408-0 419-4 11-4 2.8% 433-6
Low 401-4 408-0 6-4 1.6% 416-0
Close 402-0 418-4 16-4 4.1% 417-0
Range 6-4 11-4 5-0 76.9% 17-6
ATR 10-7 11-2 0-4 4.4% 0-0
Volume 8,589 24,111 15,522 180.7% 39,810
Daily Pivots for day following 25-Nov-2009
Classic Woodie Camarilla DeMark
R4 449-7 445-5 424-7
R3 438-3 434-1 421-5
R2 426-7 426-7 420-5
R1 422-5 422-5 419-4 424-6
PP 415-3 415-3 415-3 416-3
S1 411-1 411-1 417-4 413-2
S2 403-7 403-7 416-3
S3 392-3 399-5 415-3
S4 380-7 388-1 412-1
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 475-4 464-0 426-6
R3 457-6 446-2 421-7
R2 440-0 440-0 420-2
R1 428-4 428-4 418-5 425-3
PP 422-2 422-2 422-2 420-6
S1 410-6 410-6 415-3 407-5
S2 404-4 404-4 413-6
S3 386-6 393-0 412-1
S4 369-0 375-2 407-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 424-0 401-4 22-4 5.4% 7-7 1.9% 76% False False 11,357
10 433-6 401-4 32-2 7.7% 8-1 2.0% 53% False False 10,837
20 433-6 386-4 47-2 11.3% 10-0 2.4% 68% False False 10,987
40 433-6 352-4 81-2 19.4% 9-2 2.2% 81% False False 8,471
60 433-6 328-4 105-2 25.1% 8-3 2.0% 86% False False 7,016
80 433-6 328-4 105-2 25.1% 7-3 1.8% 86% False False 5,881
100 433-6 328-4 105-2 25.1% 6-6 1.6% 86% False False 5,105
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 468-3
2.618 449-5
1.618 438-1
1.000 431-0
0.618 426-5
HIGH 419-4
0.618 415-1
0.500 413-6
0.382 412-3
LOW 408-0
0.618 400-7
1.000 396-4
1.618 389-3
2.618 377-7
4.250 359-1
Fisher Pivots for day following 25-Nov-2009
Pivot 1 day 3 day
R1 416-7 416-5
PP 415-3 414-5
S1 413-6 412-6

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols